Browsing Matematisk institutt by Title
Now showing items 1483-1502 of 3782
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(Research report / Forskningsrapport, 2004)A system for displaying tidal currents in an electronic chart display and information system (ECDIS) has been developed and implemented in compliance with the standards of the International Hydrographic Organization (IHO). ...
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(Research report / Forskningsrapport, 2005)Various methods for approximating the non-linear advection terms in a high resolution tidal model with complex coastal boundaries have been implemented and tested. The model, driven by the dominant <I>M</I><SUB>2</SUB> ...
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(Research report / Forskningsrapport, 1997)
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(Doctoral thesis / Doktoravhandling, 2012)In the process of modeling, the agent has to make a number of decisions. Therefore two agents can set up different models. This thesis compares the influence of different model choices to stochastic control theory and ...
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THE IMPLIED RISK AVERSION FROM UTILITY INDIFFERENCE OPTION PRICING IN A STOCHASTIC VOLATILITY MODEL (Research report / Forskningsrapport, 2007)In recent decades, there has been a growing interest for utility indifference based approaches to solve the question of pricing of derivatives in incomplete markets. In this paper we consider a stochastic volatility model ...
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(Research report / Forskningsrapport, 2004)In this paper we review the theory of importance measures for multicomponent binary systems starting out with the classical Birnbaum measure. We then move on to various time independent measures for systems which do not ...
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(Master thesis / Masteroppgave, 2020)Several examples of use of four importance measures for repairable multistate systems. The measures are based on the classical Birnbaum reliability importance measure, and can be characterised with respect to two features. ...
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(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2021)Within the field of reliability multistate systems represent a natural extension of the classical binary approach. For an extensive introduction to this topic, see Natvig (2011b). Repairable multistate systems quickly ...
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(Master thesis / Masteroppgave, 2010)We consider first-order finite difference schemes for a nonlinear degenerate convection-diffusion equation in one space dimension, and prove an $L^1_{loc}$ error estimate. Precisely, we prove that the $L^1_{loc}$ difference ...
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)Multistate monotone systems are used to describe technological or biological systems when the system itself and its components can perform at different operationally meaningful levels. This generalizes the binary monotone ...
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(Research report / Forskningsrapport, 1978)
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2022)Abstract Multilevel Monte Carlo (MLMC) has become an important methodology in applied mathematics for reducing the computational cost of weak approximations. For many problems, it is well-known that strong pairwise coupling ...
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(Research report / Forskningsrapport, 1998)
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(Master thesis / Masteroppgave, 2018)Environmental contours is commonly applied in e.g. ship design. The aim of this thesis is to study different methods of constructing environmental contours of sea states, and look at properties of these. Especially we will ...
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(Master thesis / Masteroppgave, 2022)An artificial neural network (ANN) is a powerful machine learning method that is used in many modern big data applications such as facial recognition, machine translation and cancer diagnostics, to name a few. A common ...
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(Master thesis / Masteroppgave, 2019)
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2022)Generative machine learning (ML) has been postulated to become a major driver in the computational design of antigen-specific monoclonal antibodies (mAb). However, efforts to confirm this hypothesis have been hindered by ...
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(Master thesis / Masteroppgave, 2014)The one-shot method is an approach to solve PDE-constrained optimization problems. In this thesis we study two models describing the deformation of biological tissue due to harmonic acoustic waves. These models are the ...
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2024)Millions of tonnes of explosive remnants of war remain in nature, and the volume is continuously growing. The explosive legacy of wars represents an increasing threat to the environment and to societal safety and security. ...
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)We observe a multilinearity preserving property of conditional expectation for infinite-dimensional independent increment processes defined on some abstract Banach space B. It is similar in nature to the polynomial preserving ...